+60.4%
CF vs LII
-6.9%
+67.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +6.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.5% |
| 30D | +2.2% | -4.6% | +6.8% | +2.0% |
| 3M | +2.1% | -21.7% | +23.8% | +1.0% |
| 6M | -6.5% | -32.8% | +26.3% | -7.9% |
| YTD | +55.6% | -27.5% | +83.1% | +52.4% |
| 1Y | +42.3% | -28.0% | +70.3% | +39.4% |
| All | +60.4% | -6.9% | +67.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling